Not sure whether the game doesn't support full screen, doesn't work on Proton, or it's just the demo (trial version) that doesn't support full screen. Didn't find any settings anywhere.

When the game launched, at first it would not respond to keyboard input. Used Alt+Tab to get out, then came back and keyboard input worked fine. It may be that there's a small intro / delay during which input is disabled and I was just too impatient, but I didn't see any visual clue to indicate that input was disabled.